| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,763.3 |
1,730.4 |
-32.9 |
-1.9% |
1,802.0 |
| High |
1,783.5 |
1,734.2 |
-49.3 |
-2.8% |
1,830.0 |
| Low |
1,720.4 |
1,662.0 |
-58.4 |
-3.4% |
1,662.0 |
| Close |
1,727.8 |
1,686.1 |
-41.7 |
-2.4% |
1,686.1 |
| Range |
63.1 |
72.2 |
9.1 |
14.4% |
168.0 |
| ATR |
48.1 |
49.8 |
1.7 |
3.6% |
0.0 |
| Volume |
247,818 |
276,376 |
28,558 |
11.5% |
1,094,890 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.7 |
1,870.6 |
1,725.8 |
|
| R3 |
1,838.5 |
1,798.4 |
1,706.0 |
|
| R2 |
1,766.3 |
1,766.3 |
1,699.3 |
|
| R1 |
1,726.2 |
1,726.2 |
1,692.7 |
1,710.2 |
| PP |
1,694.1 |
1,694.1 |
1,694.1 |
1,686.1 |
| S1 |
1,654.0 |
1,654.0 |
1,679.5 |
1,638.0 |
| S2 |
1,621.9 |
1,621.9 |
1,672.9 |
|
| S3 |
1,549.7 |
1,581.8 |
1,666.2 |
|
| S4 |
1,477.5 |
1,509.6 |
1,646.4 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.0 |
2,126.1 |
1,778.5 |
|
| R3 |
2,062.0 |
1,958.1 |
1,732.3 |
|
| R2 |
1,894.0 |
1,894.0 |
1,716.9 |
|
| R1 |
1,790.1 |
1,790.1 |
1,701.5 |
1,758.1 |
| PP |
1,726.0 |
1,726.0 |
1,726.0 |
1,710.0 |
| S1 |
1,622.1 |
1,622.1 |
1,670.7 |
1,590.1 |
| S2 |
1,558.0 |
1,558.0 |
1,655.3 |
|
| S3 |
1,390.0 |
1,454.1 |
1,639.9 |
|
| S4 |
1,222.0 |
1,286.1 |
1,593.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,830.0 |
1,662.0 |
168.0 |
10.0% |
59.0 |
3.5% |
14% |
False |
True |
218,978 |
| 10 |
1,935.4 |
1,662.0 |
273.4 |
16.2% |
54.5 |
3.2% |
9% |
False |
True |
266,571 |
| 20 |
1,979.6 |
1,662.0 |
317.6 |
18.8% |
51.1 |
3.0% |
8% |
False |
True |
147,939 |
| 40 |
2,038.8 |
1,662.0 |
376.8 |
22.3% |
43.8 |
2.6% |
6% |
False |
True |
74,069 |
| 60 |
2,038.8 |
1,662.0 |
376.8 |
22.3% |
42.2 |
2.5% |
6% |
False |
True |
49,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,041.1 |
|
2.618 |
1,923.2 |
|
1.618 |
1,851.0 |
|
1.000 |
1,806.4 |
|
0.618 |
1,778.8 |
|
HIGH |
1,734.2 |
|
0.618 |
1,706.6 |
|
0.500 |
1,698.1 |
|
0.382 |
1,689.6 |
|
LOW |
1,662.0 |
|
0.618 |
1,617.4 |
|
1.000 |
1,589.8 |
|
1.618 |
1,545.2 |
|
2.618 |
1,473.0 |
|
4.250 |
1,355.2 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,698.1 |
1,743.8 |
| PP |
1,694.1 |
1,724.6 |
| S1 |
1,690.1 |
1,705.3 |
|